+74.0%
LSCC vs TXT
+1.6%
+72.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.1% |
| 7D | +7.0% | +0.1% | +6.8% | +6.9% |
| 30D | -2.3% | +13.3% | -15.7% | -9.6% |
| 3M | -12.5% | -5.0% | -7.6% | -8.9% |
| 6M | -10.6% | -8.4% | -2.2% | -5.4% |
| YTD | +52.7% | -4.0% | +56.7% | +53.0% |
| 1Y | +74.0% | +2.8% | +71.2% | +60.9% |
| All | +74.0% | +1.6% | +72.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling